+38.6%
CCL vs MP
+450.8%
-412.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -5.0% | -2.9% | -2.2% | -4.4% |
| 30D | -20.3% | +13.8% | -34.2% | -22.8% |
| 3M | -15.1% | -16.7% | +1.6% | -12.7% |
| 6M | -15.1% | -11.5% | -3.6% | -14.9% |
| YTD | -21.8% | +7.9% | -29.7% | -26.0% |
| 1Y | -24.8% | -15.0% | -9.8% | -27.1% |
| 3Y | +51.9% | +153.5% | -101.6% | -4.9% |
| 5Y | +4.0% | +58.7% | -54.6% | -25.3% |
| All | +38.6% | +450.8% | -412.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling